Published papers
Yamamoto, Rei
1-20 items (total 55)
ESG Business Diversification and Investment Performance
- Author
- Isogai Akifumi, Nozaki Masatoshi and Yamamoto Rei
- Publication Title
- Magazine name Finance Research Letters Volume 77(Issue May) Start Page 107132 (Publication Date）2025）
- Role
- Corresponding Author
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
IPO企業における監査の質に関する実証分析
- Author
- 水上滉, 山本零
- Publication Title
- Start Page 68 - End Page 78 (Publication Date）2024）
- Role
- Corresponding Author
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
The Propagation of Labor Market Information Through Supply Chain Networks
- Author
- Isogai, A. and Yamamoto, R.
- Publication Title
- Volume 50(Issue 6) Start Page 223 - End Page 235 (Publication Date）2024）
- Role
- Corresponding Author
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
銘柄数制約付き決定係数最大化ポートフォリオ構築問題の効率的解法
- Author
- 田中克弘, 山本零
- Publication Title
- Magazine name Transactions of the Operations Research Society of Japan Start Page 1 - End Page 22 (Publication Date）2023）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
Ellipsoidal Buffered AUC Maximization Model with Variable Selection in Credit Risk Estimation
- Author
- Katsuhiro Tanaka, Rei Yamamoto
- Publication Title
- Magazine name Computational Management Science Volume 20(Issue 18) (Publication Date）2023）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
実務的制約を意識した深層強化学習ポートフォリオ最適化モデルの提案
- Author
- 吉田周平, 山本零
- Publication Title
- Start Page 246 - End Page 255 (Publication Date）2023）
- Role
- Corresponding Author
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
Identification of Best Discrimination Surface by Mixed-integer Semi-definite Programming for Support Vector Machine
- Author
- Katsuhiro Tanaka, Rei Yamamoto
- Publication Title
- Magazine name International Journal of Financial Engineering Volume 9(Issue 4) (Publication Date）2022）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
A Bank-Account-Information-Based Credit Scoring Method with Bayesian Hierarchical Modeling
- Author
- Suguru Yamanaka, Rei Yamamoto
- Publication Title
- Magazine name International Journal of Financial Engineering Volume 9(Issue 1) (Publication Date）2022）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
Managements Tone Strategies by Earnings Call Transcripts in the Global Markets
- Author
- Rei Yamamoto, Naoya Kawadai, Masataka Kurita and Satoshi Baba
- Publication Title
- Magazine name Journal of Asset Management Start Page 246 - End Page 255 (Publication Date）2022）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
Momentum Information Propagation Through Global Supply Chain Networks
- Author
- Rei Yamamoto, Naoya Kawadai and Hiroshi Miyahara
- Publication Title
- Magazine name Journal of Portfolio Management Volume 47(Issue 8) Start Page 197 - End Page 211 (Publication Date）2021）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
決算短信と四季報テキスト情報の投資戦略への利用可能性検証
- Author
- 山本零, 川代尚哉, 栗田昌孝
- Publication Title
- Start Page 46 - End Page 62 (Publication Date）2020）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
New Smart Beta Index Using the Rachev Ratio Under a Non-Normal Return Distribution
- Author
- Rei Yamamoto, Naoya Kawadai
- Publication Title
- Magazine name International Journal of Portfolio Analysis and Management Volume 2(Issue 3) Start Page 238 - End Page 248 (Publication Date）2021）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
An Efficient Equity Investing Model Using Smart Beta Based on Market Phase Information
- Author
- Rei Yamamoto
- Publication Title
- Magazine name International Journal of Portfolio Analysis and Management Volume 2(Issue 3) Start Page 224 - End Page 237 (Publication Date）2021）
- Authorship Category
- Single Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
株主総会における議決権行使の重要性について～取締役選任議案の実証分析～
- Author
- 淺田一成, 山本零
- Publication Title
- Volume 57(Issue 11) Start Page 71 - End Page 81 (Publication Date）2019）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
Optimal Multiple Pairs Trading Strategy using Derivative Free Optimization under Actual Investment Management Conditions
- Author
- REI YAMAMOTO, NORIO HIBIKI
- Publication Title
- Magazine name Journal of the Operations Research Society of Japan Volume 60(Issue 3) Start Page 244 - End Page 261 (Publication Date）2017）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
ベイズ推定を用いた利益ベースの構造型信用リスクモデルの改良
- Author
- YAMAMOTO REI
- Publication Title
- Start Page 1 - End Page 14 (Publication Date）2019）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
Excess Comovement and Investor Attention in Japanese Stock Market
- Author
- TOSHIFUMI TOKUNAGA, REI YAMAMOTO
- Publication Title
- Start Page 9 - End Page 25 (Publication Date）2016）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (bulletin of university, research institution)
- Peer-review Status
- Without
企業の中期経営計画に関する特性及び株主価値との関連性について～中期経営計画データを用いた実証分析～
- Author
- YAMAMOTO REI
- Publication Title
- Volume 54(Issue 5) Start Page 67 - End Page 78 (Publication Date）2016）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
ポートフォリオ理論における歪度管理の実践-歪度管理とダウンサイドリスク抑制型絶対値運用の関係-
- Author
- YAMAMOTO REI
- Publication Title
- Start Page 41 - End Page 49 (Publication Date）2015）
- Authorship Category
- Single Work
- Publication Category
- Research paper (bulletin of university, research institution)
- Peer-review Status
- Without
ファンド運営を意識した最適ペアトレード戦略-DFO手法を用いた問題設計-
- Author
- YAMAMOTO REI
- Publication Title
- Start Page 202 - End Page 233 (Publication Date）2015）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With